How to convert from Magicavoxel to Blender to Unity, without losing the texture/colors
If just import the OBJ file(exported from MagicaVoxel) into Blender, animated it and want to sent it to Unity with textures I think this will help you:

On Blender


Export the model as FBX


On Unity


Import the FBX
Import the voxel PNG(palete) file into Unity as a texture
Drag the FBX file to the Scene
Create a new Material
Associate the new material to the model on Scene
Drag the PNG(palete) image to the ALBEDO field of the material



Another solution would be this: If you export an OBJ from MagicaVoxel and want to send it to Unity with the textures/colors you have to send to Unity all the 3 files MagicaVoxel generates when you export an OBJ file (.obj, .png, .mtl)


On the file explorer you have to select all these 3 files and drag-and-drop them all at once into a unity folder inside the Asset folder (need to drag from file explorer and drop into Unity software interface). This way Unity will receive the 3D Object model, the texture and the info about how the texture will be used into the 3D model.


Well, about that and a lot more you will find on this MagicaVoxel/Blender/Unity course: Modelagem 3D com MagicaVoxel para criação de games em Unity